Add an example for linear regression.

config/environment.yml

@@ -16,6 +16,7 @@ dependencies:
   - python-dotenv
   - pytz
   - seaborn
+  - scikit-learn
   - sqlalchemy
   - statsmodels
   - tabulate

exploration/ex_ml_pipeline.py

@@ -20,6 +20,8 @@ import os
 import sys
 
 import seaborn as sns
+from sklearn import linear_model
+from sklearn.model_selection import LeaveOneGroupOut, cross_val_score
 
 nb_dir = os.path.split(os.getcwd())[0]
 if nb_dir not in sys.path:
@@ -75,6 +77,19 @@ df_esm_PANAS_daily_means = (
     .rename(columns={"esm_user_answer_numeric": "esm_numeric_mean"})
 )
 
+# %%
+df_esm_PANAS_daily_means = (
+    df_esm_PANAS_daily_means.pivot(
+        index=["participant_id", "date_lj"],
+        columns="questionnaire_id",
+        values="esm_numeric_mean",
+    )
+    .reset_index(col_level=1)
+    .rename(columns={8.0: "PA", 9.0: "NA"})
+    .set_index(["participant_id", "date_lj"])
+)
+
+
 # %%
 df_proximity_daily_counts = proximity.count_proximity(
     df_proximity, ["participant_id", "date_lj"]
@@ -86,7 +101,50 @@ df_proximity_daily_counts
 # %% [markdown]
 # # 3. Join features (and export to csv?)
 
+# %%
+df_full_data_daily_means = df_esm_PANAS_daily_means.join(
+    df_proximity_daily_counts
+).reset_index()
+
 # %% [markdown]
 # # 4. Machine learning model and parameters
 
 # %%
+lin_reg_proximity = linear_model.LinearRegression()
+
+# %% [markdown]
+# ## 4.1 Validation method
+
+# %%
+logo = LeaveOneGroupOut()
+logo.get_n_splits(
+    df_full_data_daily_means[["freq_prox_near", "prop_prox_near"]],
+    df_full_data_daily_means["PA"],
+    groups=df_full_data_daily_means["participant_id"],
+)
+
+# %% [markdown]
+# ## 4.2 Fit results (export?)
+
+# %%
+cross_val_score(
+    lin_reg_proximity,
+    df_full_data_daily_means[["freq_prox_near", "prop_prox_near"]],
+    df_full_data_daily_means["PA"],
+    groups=df_full_data_daily_means["participant_id"],
+    cv=logo,
+    n_jobs=-1,
+    scoring="r2",
+)
+
+# %%
+lin_reg_proximity.fit(
+    df_full_data_daily_means[["freq_prox_near", "prop_prox_near"]],
+    df_full_data_daily_means["PA"],
+)
+
+# %%
+lin_reg_proximity.score(
+    df_full_data_daily_means[["freq_prox_near", "prop_prox_near"]],
+    df_full_data_daily_means["PA"],
+)